Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 586'942 CHF | 198'147 CHF | 99.53% | 99.53% |
12.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 578'440 CHF | 195'313 CHF | 99.48% | 99.48% |
11.07.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 639'319 CHF | 215'606 CHF | 99.41% | 99.41% |
10.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 658'523 CHF | 222'008 CHF | 99.48% | 99.48% |
09.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 666'997 CHF | 224'832 CHF | 86.58% | 86.58% |
08.07.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 659'614 CHF | 222'371 CHF | 99.51% | 99.51% |
05.07.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 659'619 CHF | 222'373 CHF | 99.37% | 99.37% |
04.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 662'102 CHF | 223'201 CHF | 99.57% | 99.57% |
03.07.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 683'371 CHF | 230'290 CHF | 99.48% | 99.48% |
02.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 695'831 CHF | 234'444 CHF | 99.53% | 99.53% |